Max's tutorial doensn't go into subobjects, unfortunately, since its only for fighters. However, I think I may know. When in blender you can go in and out of edit mode using the TAB key, right? Go out of edit mode and create a new shape. This will make a separate object from the main one already present. On the middle bar between the model display and the button panel there's a button that lets you switch between active objects. This SHOULD let you import multiple subobjects into Truespace. However, on the occaisions that I've done this the objects did NOT load into truespace in proper orientation to each other, so you'll have to move them back around to where they're supposed to be on the model.
That's my two cents anyway, if anyone has more accurate information please feel free to set me straight =)
